修正内置选择器next-open风控语义

2026-07-06 08:22:59 +08:00
parent afb531da59
commit fdc099c960
2 changed files with 64 additions and 3 deletions
@@ -1506,6 +1506,7 @@ impl Strategy for CnSmallCapRotationStrategy {
                    data: ctx.data,
                    dynamic_universe: ctx.dynamic_universe,
                    risk_config: Some(&self.config.risk_config),
+                    defer_selection_risk: ctx.is_lagged_execution(),
                });
            let before_ma_count = selected_before_ma.len();
            let mut ma_rejects = Vec::new();